The relationship between Asia Pacific markets during the financial crisis : VAR-granger causality analysis
Year of publication: |
2022
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Authors: | Kusumah, Hayun ; Asri, Marwan ; Setiawan, Kusdhianto ; Setiyono, Bowo |
Published in: |
Journal of Indonesian economy & business. - Yogyakarta, Indonesia : Faculty of Economics and Business, ISSN 2338-5847, ZDB-ID 2685214-7. - Vol. 37.2022, 2, p. 162-187
|
Subject: | global financial crisis | market integration | vector autoregression | Finanzkrise | Financial crisis | Kausalanalyse | Causality analysis | Asiatisch-pazifischer Raum | Asia-Pacific region | Marktintegration | Market integration | VAR-Modell | VAR model | Internationaler Finanzmarkt | International financial market |
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